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[R-meta] account for uncertainty of predictors in meta-analysis

2 messages · Simon Harmel, Reza Norouzian

#
Dear Reza,

Thank you for demonstrating this. If I may ask a follow up question,
are values like vvc necessary for the accurate estimation of the
regression coefficient in matreg's output?

Thanks again,
Simon

On Tue, May 30, 2023 at 11:35?PM Reza Norouzian via
R-sig-meta-analysis <r-sig-meta-analysis at r-project.org> wrote:
#
Simon,

If you mean the point estimates alone, not necessarily. In fact, to
estimate the (un)standardized coefficients knowing the G or H matrices
alone (simply covert G and H to correlation matrices, if standardized
coefficients are desired) suffices:

G = mvml$G
# Predicting AL from PD:
solve(G[2, 2], G[1, 2]) # compare to matreg() output in previous post

# Predicting PD from AL:
solve(G[1, 1], G[2, 1]) # compare to matreg() output in previous post

The vvc is added to improve the SEs of the coefficients leading to more
reliable inferentials (p-values, CIs etc.) given that G and H matrices are
derived from latent variables (true or equivalently random effects)
not from the observed data.

Reza
On Thu, Jun 1, 2023 at 10:33?PM Simon Harmel <sim.harmel at gmail.com> wrote: